+431.5%
APLD vs DTE
+12.2%
+419.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.4% |
| 7D | -0.5% | -2.0% | +1.5% | +0.5% |
| 30D | -13.2% | -2.4% | -10.8% | -12.1% |
| 3M | -33.8% | -7.3% | -26.5% | -31.9% |
| 6M | -5.9% | -7.6% | +1.7% | -3.6% |
| YTD | +5.1% | +5.8% | -0.7% | -0.4% |
| 1Y | +51.8% | +2.3% | +49.5% | +46.3% |
| 3Y | +397.7% | +45.0% | +352.7% | +268.4% |
| All | +431.5% | +12.2% | +419.3% | +536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling